In [2]:

    

using Convex
using LPLib

solver = LPSolver()
set_default_solver(solver);

x = Variable(4)
c = [1; 2; 3; 4]
A = eye(4)
b = [10; 10; 10; 10]
p = minimize(dot(c, x)) # or c' * x
p.constraints += A * x <= b
p.constraints += [x >= 1; x <= 10; x[2] <= 5; x[1] + x[4] - x[2] <= 10]
solve!(p)

println(round(p.optval, 2))
println(round(x.value, 2))
println(evaluate(x[1] + x[4] - x[2]))


    

    




INFO: Precompiling module DataStructures.






    




LoadError: LoadError: LoadError: The default solver is set to `nothing`
         You must have at least one solver installed to use Convex.
         You can install a solver such as SCS by running:
         Pkg.add("SCS").
         You will have to restart Julia after that.
while loading /Users/shurik/.julia/v0.5/Convex/src/solver_info.jl, in expression starting on line 33
while loading /Users/shurik/.julia/v0.5/Convex/src/Convex.jl, in expression starting on line 18
while loading In[2], in expression starting on line 1

 in get_default_solver; at /Users/shurik/.julia/v0.5/Convex/src/solver_info.jl:12 [inlined]
 in anonymous at ./<missing>:?
 in include_from_node1(::String) at ./loading.jl:488
 in include_from_node1(::String) at /Applications/Julia-0.5.app/Contents/Resources/julia/lib/julia/sys.dylib:?
 in include_from_node1(::String) at ./loading.jl:488
 in include_from_node1(::String) at /Applications/Julia-0.5.app/Contents/Resources/julia/lib/julia/sys.dylib:?
 in eval(::Module, ::Any) at ./boot.jl:234
 in eval(::Module, ::Any) at /Applications/Julia-0.5.app/Contents/Resources/julia/lib/julia/sys.dylib:?
 in require(::Symbol) at ./loading.jl:415
 in require(::Symbol) at /Applications/Julia-0.5.app/Contents/Resources/julia/lib/julia/sys.dylib:?

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